FULL PRODUCT VERSION :
java version "1.6.0_03"
Java(TM) SE Runtime Environment (build 1.6.0_03-b05)
Java HotSpot(TM) Client VM (build 1.6.0_03-b05, mixed mode)

ADDITIONAL OS VERSION INFORMATION :
Windows XP SP2
Solaris 10.
I believe this is a general issue on different OS

A DESCRIPTION OF THE PROBLEM :
The cursor for table header is changed to busy cursor unexpected.

STEPS TO FOLLOW TO REPRODUCE THE PROBLEM :
//By default, the table header doesn't has a cursor.
1, My program set the cursor of table's parent Panel to busy cursor.
2, Then, I move mouse to the position between two column headers and see it's changed to resize cursor.(Don't trigger this before set panel's cursor)
3, After that, my program set the cursor ot the parent Panel back to default cursor.

EXPECTED VERSUS ACTUAL BEHAVIOR :
EXPECTED -
Move the mouse to the table header, it's a busy cursor now. It doesn't come back to default cursor.
ACTUAL -
Move the mouse to the table header, it's a busy cursor now. It doesn't come back to default cursor.

REPRODUCIBILITY :
This bug can be reproduced always.

---------- BEGIN SOURCE ----------
/*
* I just modify demo code to reproduce the issue.
* Steps:
* 1, launch the window
* 2, click the big button
* 3, move mouse to the position between two column headers to see it changed to resize cursor
* 4, click the big button again
* 5, see the busy cursor appear on the table header.
*/


/*
 * Copyright (c) 1995 - 2008 Sun Microsystems, Inc. All rights reserved.
 *
 * Redistribution and use in source and binary forms, with or without
 * modification, are permitted provided that the following conditions
 * are met:
 *
 * - Redistributions of source code must retain the above copyright
 * notice, this list of conditions and the following disclaimer.
 *
 * - Redistributions in binary form must reproduce the above copyright
 * notice, this list of conditions and the following disclaimer in the
 * documentation and/or other materials provided with the distribution.
 *
 * - Neither the name of Sun Microsystems nor the names of its
 * contributors may be used to endorse or promote products derived
 * from this software without specific prior written permission.
 *
 * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS
 * IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO,
 * THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
 * PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
 * CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
 * EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
 * PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
 * PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
 * LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
 * NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
 * SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
 */

/*
 * TableSortDemo.java requires no other files.
 */

import javax.swing.JFrame;
import javax.swing.JPanel;
import javax.swing.JScrollPane;
import javax.swing.JTable;
import javax.swing.JButton;
import javax.swing.SwingUtilities;
import javax.swing.table.AbstractTableModel;
import java.awt.Dimension;
import java.awt.GridLayout;
import java.awt.event.ActionEvent;
import java.awt.event.ActionListener;
import java.awt.Cursor;

public class TableSortDemo extends JPanel {
    private boolean DEBUG = false;
    static boolean busy = false;

    public TableSortDemo() {
        super(new GridLayout(2,0));

        JTable table = new JTable(new MyTableModel());
        table.setPreferredScrollableViewportSize(new Dimension(500, 70));
        table.setFillsViewportHeight(true);
        table.setAutoCreateRowSorter(true);

        //Create the scroll pane and add the table to it.
        JScrollPane scrollPane = new JScrollPane(table);

        //Add the scroll pane to this panel.
        add(scrollPane);
        JButton test = new JButton();
        test.addActionListener(new ActionListener(){
          public void actionPerformed(ActionEvent e){
              SwingUtilities.invokeLater(new Runnable() {
                  public void run() {
                 if(TableSortDemo.busy){
                 setCursor(Cursor.getDefaultCursor());
                 TableSortDemo.busy=false;
                 }
                 else {
                 setCursor(Cursor.getPredefinedCursor(Cursor.WAIT_CURSOR));
                 TableSortDemo.busy=true;
                 }
                  }
                });
          }
        });
        add(test);
    }

    class MyTableModel extends AbstractTableModel {
        private String[] columnNames = {"First Name",
                                        "Last Name",
                                        "Sport",
                                        "# of Years",
                                        "Vegetarian"};
        private Object[][] data = {
            {"Mary", "Campione",
             "Snowboarding", new Integer(5), new Boolean(false)},
            {"Alison", "Huml",
             "Rowing", new Integer(3), new Boolean(true)},
            {"Kathy", "Walrath",
             "Knitting", new Integer(2), new Boolean(false)},
            {"Sharon", "Zakhour",
             "Speed reading", new Integer(20), new Boolean(true)},
            {"Philip", "Milne",
             "Pool", new Integer(10), new Boolean(false)},
        };

        public int getColumnCount() {
            return columnNames.length;
        }

        public int getRowCount() {
            return data.length;
        }

        public String getColumnName(int col) {
            return columnNames[col];
        }

        public Object getValueAt(int row, int col) {
            return data[row][col];
        }

        /*
         * JTable uses this method to determine the default renderer/
         * editor for each cell. If we didn't implement this method,
         * then the last column would contain text ("true"/"false"),
         * rather than a check box.
         */
        public Class getColumnClass(int c) {
            return getValueAt(0, c).getClass();
        }

        /*
         * Don't need to implement this method unless your table's
         * editable.
         */
        public boolean isCellEditable(int row, int col) {
            //Note that the data/cell address is constant,
            //no matter where the cell appears onscreen.
            if (col < 2) {
                return false;
            } else {
                return true;
            }
        }

        /*
         * Don't need to implement this method unless your table's
         * data can change.
         */
        public void setValueAt(Object value, int row, int col) {
            if (DEBUG) {
                System.out.println("Setting value at " + row + "," + col
                                   + " to " + value
                                   + " (an instance of "
                                   + value.getClass() + ")");
            }

            data[row][col] = value;
            // Normally, one should call fireTableCellUpdated() when
            // a value is changed. However, doing so in this demo
            // causes a problem with TableSorter. The tableChanged()
            // call on TableSorter that results from calling
            // fireTableCellUpdated() causes the indices to be regenerated
            // when they shouldn't be. Ideally, TableSorter should be
            // given a more intelligent tableChanged() implementation,
            // and then the following line can be uncommented.
            // fireTableCellUpdated(row, col);

            if (DEBUG) {
                System.out.println("New value of data:");
                printDebugData();
            }
        }

        private void printDebugData() {
            int numRows = getRowCount();
            int numCols = getColumnCount();

            for (int i=0; i < numRows; i++) {
                System.out.print(" row " + i + ":");
                for (int j=0; j < numCols; j++) {
                    System.out.print(" " + data[i][j]);
                }
                System.out.println();
            }
            System.out.println("--------------------------");
        }
    }

    /**
     * Create the GUI and show it. For thread safety,
     * this method should be invoked from the
     * event-dispatching thread.
     */
    private static void createAndShowGUI() {
        //Create and set up the window.
        JFrame frame = new JFrame("TableSortDemo");
        frame.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);

        //Create and set up the content pane.
        TableSortDemo newContentPane = new TableSortDemo();
        newContentPane.setOpaque(true); //content panes must be opaque
        frame.setContentPane(newContentPane);

        //Display the window.
        frame.pack();
        frame.setVisible(true);
    }

    public static void main(String[] args) {
        //Schedule a job for the event-dispatching thread:
        //creating and showing this application's GUI.
        javax.swing.SwingUtilities.invokeLater(new Runnable() {
            public void run() {
                createAndShowGUI();
            }
        });
    }
}

---------- END SOURCE ----------

CUSTOMER SUBMITTED WORKAROUND :
Mannually: before the panel be set to busy cursor, move the mouse to the position between two column headers.

  Program: set default cursor for table header